The fuse you checked is for the gauges, not the lights you're talking about. The dash lights and tail lights are on the same circuit, In addition to the tail light fuse, the dash lights have a separate fuse. The power for the dash lights come from the tail light circuit.. The dash light fuse can blow and the tail lights will continue to work.. If the tail light fuse blows, both sets of lights will go out.
[EDIT----I MADE AN ERROR IN THIS POST.. THE orn-40 CIRCUIT ALSO FEEDS THE TAIL LIGHT CIRCUIT FROM THE FUSE BOX TO THE HEADLIGHT SWITCH.] The courtesy lights and dome light are on a circuit together, and could be connected to the cigarette lighter circuit/fuse.. For starters, check ALL the fuses first...
I see a wire (black?) that has a scotch-loc connector on it.. That's a NO-NO, not installed by the factory.. If the splice is necessary, it should be made in a proper manner..